UC WAR. CALL 12/24 GS71/ DE000HC7P2D1 /
6/13/2024 3:45:45 PM | Chg.-0.0300 | Bid5:01:05 PM | Ask5:01:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3500EUR | -2.17% | 1.3600 Bid Size: 15,000 |
1.3700 Ask Size: 15,000 |
Gsk PLC ORD 31 1/4P | 16.00 - | 12/18/2024 | Call |
Master data
WKN: | HC7P2D |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Gsk PLC ORD 31 1/4P |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/26/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.47 |
Leverage: | Yes |
Calculated values
Fair value: | 3.45 |
---|---|
Intrinsic value: | 2.99 |
Implied volatility: | - |
Historic volatility: | 0.23 |
Parity: | 2.99 |
Time value: | -1.58 |
Break-even: | 17.41 |
Moneyness: | 1.19 |
Premium: | -0.08 |
Premium p.a.: | -0.16 |
Spread abs.: | 0.06 |
Spread %: | 4.44% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.4100 |
---|---|
High: | 1.4100 |
Low: | 1.3500 |
Previous Close: | 1.3800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.63% | ||
---|---|---|---|
1 Month | -54.70% | ||
3 Months | -40.79% | ||
YTD | +66.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6000 | 1.3800 |
---|---|---|
1M High / 1M Low: | 3.0400 | 1.3800 |
6M High / 6M Low: | 3.0400 | 0.7500 |
High (YTD): | 5/15/2024 | 3.0400 |
Low (YTD): | 1/2/2024 | 0.9200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.3417 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8310 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 187.32% | |
Volatility 6M: | 132.54% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |